| Publication | Date of Publication | Type |
|---|
| Dimension reduction in time series under the presence of conditional heteroscedasticity | 2023-07-07 | Paper |
| Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States | 2022-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991183 | 2021-06-02 | Paper |
| Sample size determination for classifiers based on single-nucleotide polymorphisms | 2020-08-04 | Paper |
| On the performance ofL2Eestimation in modelling heterogeneous count responses with extreme values | 2020-03-09 | Paper |
| Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model | 2019-10-02 | Paper |
| Robust estimation of conditional variance of time series using density power divergences | 2018-10-12 | Paper |
| A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator | 2016-05-12 | Paper |
| Editor's Special Invited Paper: Sequential Estimation for Time Series Models | 2014-07-10 | Paper |
| Authors' Response | 2014-07-10 | Paper |
| Professor Hira Lal Koul’s Contribution to Statistics | 2014-07-02 | Paper |
| Robust multivariate association and dimension reduction using density divergences | 2014-01-10 | Paper |
| Multivariate Association and Dimension Reduction: A Generalization of Canonical Correlation Analysis | 2011-02-17 | Paper |
| An Informational Measure of Association and Dimension Reduction for Multiple Sets and Groups With Applications in Morphometric Analysis | 2011-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580402 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561142 | 2010-05-25 | Paper |
| \(L_{2}E\) estimation of mixture complexity for count data | 2010-04-01 | Paper |
| Robust estimation of mixture complexity for count data | 2009-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498642 | 2008-05-16 | Paper |
| Robust Estimation of Mixture Complexity | 2007-04-23 | Paper |
| Fixed-width confidence interval based on a minimum Hellinger distance estimator | 2006-10-05 | Paper |
| Counting by Weighing: An Alternative Sampling Scheme | 2006-09-04 | Paper |
| Rates of convergence of an adaptive kernel density estimator for finite mixture models | 2006-04-28 | Paper |
| Asymptotic normality of an adaptive kernel density estimator for finite mixture models | 2006-04-28 | Paper |
| Interval Estimation Approach to Counting by Weighing: A Sequential Scheme | 2005-01-18 | Paper |
| AN ASYMPTOTICALLY RISK-EFFICIENT SAMPLE ALLOCATION FOR ESTIMATING THE MEAN WAITING TIME IN THE M/M/1 and M/Ek/1 QUEUES | 2003-03-26 | Paper |
| Sequential point estimation of parameters in a threshold AR(1) model | 2002-08-29 | Paper |
| SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES | 2002-06-30 | Paper |
| Fixed size confidence regions for parameters of threshold AR(1) models | 2001-10-10 | Paper |
| Minimum Hellinger distance estimation for supercritical Galton-Watson processes | 2001-09-17 | Paper |
| Sequential point estimation for branching processes i, subcritical case | 2000-12-21 | Paper |
| A modified bootstrap for autoregression without stationarity | 2000-03-22 | Paper |
| Asymptotic Expansions for Array Branching Processes with Applications to Bootstrapping | 2000-02-15 | Paper |
| Fixed precision estimator of the offspring mean in branching processes | 1999-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227897 | 1999-05-10 | Paper |
| Sequential fixed-width confidence interval for the product of two means | 1998-06-11 | Paper |
| \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression | 1998-06-09 | Paper |
| Estimation for an adaptive allocation design | 1997-12-15 | Paper |
| A modified bootstrap for branching processes with immigration | 1995-05-23 | Paper |
| Invalidity of bootstrap for critical branching processes with immigration | 1995-03-01 | Paper |
| Validity of sequential bootstrap for subcritical and critical branching processes | 1994-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4036277 | 1993-05-16 | Paper |
| An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors | 1993-04-01 | Paper |
| On sequential comparisons of means of first-order autoregressive models | 1992-09-27 | Paper |
| Sequential estimation for branching processes with immigration | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989827 | 1992-06-28 | Paper |
| On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration | 1992-06-27 | Paper |
| Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes | 1990-01-01 | Paper |
| Sequential estimation of ratio of normal parameters | 1990-01-01 | Paper |
| Sequential shrinkage estimation in the general linear model | 1988-01-01 | Paper |
| Sequential estimation of the autoregressive parameter in a first order autoregressive process | 1988-01-01 | Paper |
| Sequential estimation of the mean of a first-order stationary autoregressive process | 1987-01-01 | Paper |
